NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 45.41 44.52 -0.89 -2.0% 46.43
High 45.64 45.12 -0.52 -1.1% 48.36
Low 44.11 43.64 -0.47 -1.1% 44.11
Close 44.29 43.87 -0.42 -0.9% 44.29
Range 1.53 1.48 -0.05 -3.3% 4.25
ATR 1.78 1.76 -0.02 -1.2% 0.00
Volume 448,133 487,992 39,859 8.9% 2,085,178
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 48.65 47.74 44.68
R3 47.17 46.26 44.28
R2 45.69 45.69 44.14
R1 44.78 44.78 44.01 44.50
PP 44.21 44.21 44.21 44.07
S1 43.30 43.30 43.73 43.02
S2 42.73 42.73 43.60
S3 41.25 41.82 43.46
S4 39.77 40.34 43.06
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.34 55.56 46.63
R3 54.09 51.31 45.46
R2 49.84 49.84 45.07
R1 47.06 47.06 44.68 46.33
PP 45.59 45.59 45.59 45.22
S1 42.81 42.81 43.90 42.08
S2 41.34 41.34 43.51
S3 37.09 38.56 43.12
S4 32.84 34.31 41.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.36 43.64 4.72 10.8% 1.81 4.1% 5% False True 453,530
10 48.36 42.58 5.78 13.2% 1.79 4.1% 22% False False 426,533
20 48.90 42.58 6.32 14.4% 1.60 3.7% 20% False False 372,692
40 51.42 42.58 8.84 20.2% 1.77 4.0% 15% False False 257,925
60 51.42 39.22 12.20 27.8% 1.99 4.5% 38% False False 209,217
80 53.06 39.22 13.84 31.5% 1.86 4.2% 34% False False 176,149
100 62.80 39.22 23.58 53.7% 1.84 4.2% 20% False False 152,235
120 63.12 39.22 23.90 54.5% 1.80 4.1% 19% False False 135,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.41
2.618 48.99
1.618 47.51
1.000 46.60
0.618 46.03
HIGH 45.12
0.618 44.55
0.500 44.38
0.382 44.21
LOW 43.64
0.618 42.73
1.000 42.16
1.618 41.25
2.618 39.77
4.250 37.35
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 44.38 45.15
PP 44.21 44.72
S1 44.04 44.30

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These figures are updated between 7pm and 10pm EST after a trading day.

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